BIRS Workshop Lecture Videos
Numerical integration within the Hamiltonian (Hybrid) Monte Carlo method Sanz-Serna, Jesús María
The Hamiltonian or Hybrid Monte Carlo (HMC) method is a valuable sampling algorithm used in both molecular dynamics and statistics. Its efficiency very much depends on the numerical integration of the dynamics employed to define the proposal, with Verlet/leapfrog being the algorithm of choice. In the talk I will discuss how different properties of the integrator impact the efficiency of HMC and how to construct novel integrators that significantly improve on Verlet. I will also comment on adaptive integration strategies recently incorporated to some well-known molecular dynamics packages.
Item Citations and Data
Attribution-NonCommercial-NoDerivatives 4.0 International